97 research outputs found
A utulização do método de fama-bliss para estimar a estrutura temporal das taxas de juro
[EN] The objective of this paper is to provide a
monthly estimation of term structure of spot interest
rates and forward interest rates since the
beginning of the European Monetary Union. In
order to do this, we apply the Fama-Bliss
method, the approximating functions of two of
the methods most commonly applied by the central
banks, the Nelson and Siegel method (1987)
and the Svensson method (1994) and two objective
functions. Then, we compare the four options
to decide which the most satisfactory
procedure is. Subsequently we provide the chosen
term structures of spot and forward interest
rates.[POR] O objectivo deste artigo consiste em proporcionar
uma estimativa mensal, utilizando dados diários,
da estrutura temporal das taxas de juro à ordem e
a prazo desde o início da União Económica e
Monetária. Para isso, aplicámos o método de Fama
e Bliss, as funções de aproximação de dois dos
métodos mais utilizados habitualmente pelos Bancos
Centrais, o método de Nelson e Siegel (1987)
e o método de Svensson (1994) e duas funções objectivas.
Posteriormente, comparamos as quatro
opções para decidir qual é o método mais satisfatório.
Finalmente, apresentamos as estruturas
temporais das taxas de juro a pronto e a prazo que
foram seleccionadas.S
Term Structure in the European Interbank Market
[EN] The objective of this paper is to provide a
monthly estimation of the interest rate term
structure in the European interbank market since
the beginning of the European Monetary Union.
In order to do this, we apply the Fama-Bliss bootstrapping
method with the approximating function
of one of the methods most commonly
applied by the central banks, the Nelson and
Siegel method (1987).[ES] El objetivo de este artículo consiste en proporcionar
una estimación mensual de la estructura
temporal de tipos de interés en el mercado interbancario
europeo desde el establecimiento de la
Unión Económica y Monetaria. Para ello nosotros
aplicamos el método de bootstrapping de Fama y
Bliss y utilizamos como función de aproximación
la utilizada por uno de los métodos más utilizados
por los bancos centrales nacionales para estimar
sus estructuras temporales de tipos de interés, la
del método de Nelson y Siegel.S
Metacognición y aprendizaje por descubrimiento: aplicación al caso de una red infinita de condensadores
Los montajes de condensadores en serie o en paralelo son situaciones que nos permiten enfrentarnos de manera eficiente al aprendizaje del concepto de carga eléctrica almacenada en sus placas y a la diferencia de potencial entre sus armaduras. Los procedimientos estándares para el cálculo de la capacidad equivalente en circuitos con un número considerable de elementos suele causar confusión entre los estudiantes del primer año en un Grado de Ciencias o Ingeniería, el manejo de redes infinitas de condensadores supone entonces un desafío aun mayor, si bien es cierto que es importante que el estudiante conozca los métodos tradicionales de solución también es relevante para su formación científica que sea capaz de plantear soluciones alternativas a los problemas que se le presenten, sobre todo si se sigue un método de instrucción encaminado a la solución de problemas cercanos a su cotidianeidad que requieren de habilidades cognitivas de orden superior. Para ello queremos diseñar, utilizando aprendizaje por descubrimiento, una secuencia didáctica para determinar la capacidad equivalente de una red infinita de condensadores iguales. Esta secuencia considera además del trabajo experimental, la aplicación de un método que propiciará en el estudiante la construcción de una solución no tradicional al cálculo de la capacidad equivalente para una red infinita y finalmente, el planteamiento de una solución analítica. El método propuesto involucra un proceso metacognitivo que podrá ser transferido a otros campos de estudio de la Física.Assembling capacitors in series or in parallel are situations that allow us to deal efficiently with the learning of the concept of electric charge stored on their plates and the potential difference between its frames. The standard procedures for calculating the equivalent capacity in circuits with a large number of elements often cause confusion among freshmen in Science or Engineering Degree, the management of infinite capacitor networks then assumes an even greater challenge, while it is true that it is important that the students learn the traditional methods of solution it is also relevant in their scientific training that they are capable to propose alternative solutions to the problems presented to them , especially if an instructional method aimed to the solution of problems close to their daily life require cognitive abilities of higher order . Therefore, a didactic sequence, using learning by discovery, was designed using to determine the equivalent capacity of an infinite network of identical capacitors. This sequence also considers the experimental work, the application of a method that will lead the student to the construction of a non-traditional solution to the calculation of the equivalent capacity for an infinite network and finally, the approach of an analytical solution. The proposed method involves a metacognitive process that can be transferred to other fields of study of physics.Uno de nosotros (AB) agradece al Vicerrectorado de Tecnologías de la Información de la Universidad de Alicante (Spain) la ayuda GITE-09006-UA. (IE) agradece al Ministerio de Economía y Competitividad la ayuda prestada a través del proyecto DPI2012-32994
Medida del campo magnético de imanes pequeños con un smartphone: una práctica de laboratorio muy económica
Proponemos en este trabajo una práctica barata y muy bien recibida por nuestros estudiantes donde un smartphone (iOS, Android o Windows Phone es irrelevante) se usa junto algunos pequeños imanes, de los que colocamos en la puerta de nuestras neveras, una regla escolar de 20 cm, un papel y una aplicación gratuita (app) para medir el campo magnético utilizando el sensor de campos magnéticos de o magnetómetro que lleva incorporado el smartphone. No se necesita nada más. El costo de esta práctica: 0 euros. El propósito principal de la práctica es determinar la dependencia del campo magnético con la distancia. El objetivo secundario es a través de la técnica de mínimos cuadrados obtener el error del exponente de la distancia y del momento magnético de los imanes, con sus correspondientes errores absolutos. Comprobaremos que el acuerdo con la teoría es excelente.We propose in this work an inexpensive practice and very well received by our students where a smartphone (iOS, Android or Windows Phone is irrelevant) is used together some mini magnets, those that have hung in the door of our fridges, a school rule of 20 cm, a paper and a free application (app) for measuring the magnetic field using the sensor magnetic fields or magnetometer. Nothing else is needed. Cost of this practice: 0 dollars. The main purpose of the practice is to determine the dependence of the magnetic field with distance. The secondary objective is through the technique of least squares to obtain the exponent distance error and the magnetic moment of the magnets, with theirs corresponding absolute error. We will check that the agreement with theory is excellent.Uno de nosotros (AB) agradece al Vicerrectorado de Tecnologías de la Información de la Universidad de Alicante (Spain) la ayuda GITE-09006-UA. (IE) agradece al Ministerio de Economía y Competitividad la ayuda prestada a través del proyecto DPI2012-32994
Creación de cuestionarios avanzados usando la plataforma Moodle
Asumiendo el papel de orientador, el profesor debe además, evaluar el proceso de aprendizaje del estudiante, no para sancionar sus resultados meramente, sino para ayudarle a cumplir objetivos mediante un seguimiento continuo de su trabajo. Así, aunque puedan ser necesarios los exámenes finales, no serán los únicos métodos de evaluación existentes. Para grupos grandes, puede resultar engorroso el excesivo trabajo que conlleva la evaluación continua de un elevado número de estudiantes. Por ello, resulta de gran utilidad hacer uso del módulo cuestionario empleando la plataforma Moodle. En definitiva, si nuestro propósito es usar Moodle para evaluar las competencias adquiridas por un alumno a través de una prueba objetiva o examen, las preguntas denominadas de tipo calculada son muy útiles para generar cuestionarios en esta plataforma virtual. De esta manera, cada alumno tendrá diferentes preguntas, por lo que se puede evitar que se pasen las respuestas ya que deben conocer el procedimiento para obtener la solución a la pregunta. El objetivo principal es aprender no pasar exámenes.Taking on the role of adviser, the teacher must now assess the student ́s learning process, not merely to sanction his results but to help the student achieve his best results through a constant supervision of his work. In this way, even though there may be final exams, these won ́t be the only means of assessment. Sometimes the great amount of work that constant supervision implies may prove to be cumbersome. For this reason it is useful to employ questionnaires using Moodle. In short, if our purpose is to use Moodle to assess the student ́s competence acquired through an exam, calculated question types are very useful to generate questions in this virtual domain. Therefore each student will have different questions and we will avoid situations in which the students share the answers since they will have to know the procedure to arrive at the solution
Learning Physics with Wolfram Alpha
We believe we are at the beginning of a new Big Bang. This great explosion places us at the dawn of a new era in learning Physics, and we would like to participate in this fascinating process. Mobile devices are exponentially growing amongst our students, so we are convinced that they must be used to promote active learning. In this work, we will focus on several apps from Wolfram Research Company: Wolfram Alpha, Wolfram Alpha Viewer, Physics I and Physics II. All of them have many possibilities to achieve an autonomous and active learning. These apps allow users to select different options from a specific menu, enter values of the required parameters and the app calculates by itself the magnitude involved in the process. In addition, these apps also allow us to study the major laws of Physics, to look for the different units of the International System of Units or even to manage the most common physical constants. We are convinced that there is a necessity of developing more applications for smartphones that will empower a meaningful learning of Physics using apps for the operating systems iOS, Android, Windows Phone and those that arise in the future. This opportunity, which is provided to us by the new technologies, cannot be unexploited. We must strongly engage into this topic to achieve a meaningful learning.AB thanks the “Generalitat Valenciana” of Spain (project PROMETEOII/2015/015) and the "Vicerrectorado de Tecnologías de la Información" of the University of Alicante, Spain (project GITE-09006-UA)
The use of conceptual maps in solving Physics problems
The conceptual maps allow representing graphically the existing relationships between ideas, associations, and hierarchies. They have been used in recent years in learning all areas of knowledge and educational levels in academic and non-academic environments. Due to the fact that they facilitate reading, they favor memorization and metacognition; they also describe the aspects that compose a whole. In Physics’ learning, they have been used to identify previous knowledge, to evaluate the acquired learning, to summarize texts, but its use has been little exploited in the accompaniment to the solution of Physics problem. This work presents an educational strategy that allows guiding the student during the realization of problems through the use of conceptual maps and infographics, which can be applied in university students and other educational levels, using as a reference the Taxonomy of Introductory Physics Problems (TIPP)
Case-based learning in materials engineering: the ouija board of the devil
The training of the students of electrical mechanical engineering is based on the acquisition of disciplinary knowledge in the areas of thermodynamics, mechanical, electrical and electronic design, quality control, safety and hygiene and materials. Bringing the application of this knowledge to the solution of real problems requires higher-order cognitive skills such as the development of complex thinking among others. Case-based Learning (CBL) is a methodology that favors active learning and the construction of arguments, allowing students to see theory in the practice in a real-life context. In materials engineering, characterization techniques allow to evaluate the properties of the materials and thereby determine if the material is useful for a given application. Traditionally students learn this content from following procedures, but deciding which technique to use causes those difficulties, especially when it is necessary to define the variables to be measured. Within the course of materials engineering, a case-based educational strategy was applied to a group of 19 students of electrical mechanical Engineering at a public University of San Luis Potosi, Mexico with the purpose of evaluating the knowledge acquired in the subject. The solution of the case "the Ouija of the Devil: the Molecular detector GT200", allowed to identify the level of knowledge on characterization techniques, the variables involved, the limitations and necessary parameters to carry out the measurements, on the other Side, the importance of scientific knowledge was identified to solve problems and its impact on decision-making in public policies and resource management. As this is a case associated with the acquisition of equipment by the Mexican government, whose functions were totally false, it allowed exploring the attitudes of t students towards the corruption and the necessary values to practice the profession. The proposed methodology was that of CBL, the learning evidence was analyzed under a qualitative approach
Creating advanced Quizzes using Moodle
Taking on the role of adviser, the teacher must now assess the student´s learning process, not merely to sanction his results but to help the student achieve his best results through a constant supervision of his work. In this way, even though there may be final exams, these won´t be the only means of assessment. Sometimes the great amount of work that constant supervision implies may prove to be cumbersome. In Spain the new titles have meant moving from a training model mainly expository type and based on final exams, towards a model linking theory and practice, to promote the effort and cooperative learning, facilitate learning through libraries, virtual campus and resource centers for learning and research, and assess learning through continuous assessment systems. Assuming the role of counselor, the teacher must now evaluate the process of student learning, not merely to punish their results, but should help to meet objectives through continuous monitoring of their work. Thus, although they may be final exams are not the only methods of assessment. They will predominate procedures to facilitate the monitoring of student learning during their university life: objective evidence (true / false, multiple choice, matching elements ...), short-answer tests, extended-response tests, development, testing oral, self-evaluation systems ... anyway a greater variety of tools. For this reason it is useful to employ questionnaires using Moodle. In short, if our purpose is to use Moodle to assess the student´s competence acquired through an exam, calculated question types are very useful to generate questions in this virtual domain. Therefore each student will have different questions and we will avoid situations in which the students share the answers since they will have to know the procedure to arrive at the solution.Isabel Escobar wishes to acknowledge the Ministerio de Economía y Competitividad the support throughout the grant DPI2012-32994
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